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Short credit spreads under different types of filtration expansions

Short credit spreads under different types of filtration expansions
Short credit spreads under different types of filtration expansions
Okhrati, Ramin
e8e0b289-be8c-4e73-aea5-c9835190a54a
Okhrati, Ramin
e8e0b289-be8c-4e73-aea5-c9835190a54a

Okhrati, Ramin (2012) Short credit spreads under different types of filtration expansions. Bachelier Finance Society 7th World Congress, Sydney, Australia. 11 - 21 Jun 2012.

Record type: Conference or Workshop Item (Paper)

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More information

e-pub ahead of print date: June 2012
Venue - Dates: Bachelier Finance Society 7th World Congress, Sydney, Australia, 2012-06-11 - 2012-06-21
Organisations: Statistics

Identifiers

Local EPrints ID: 366631
URI: http://eprints.soton.ac.uk/id/eprint/366631
PURE UUID: 04c82dd7-405b-466a-a23f-c6e90b2d9836
ORCID for Ramin Okhrati: ORCID iD orcid.org/0000-0003-0103-7051

Catalogue record

Date deposited: 07 Jul 2014 11:33
Last modified: 11 Dec 2021 04:43

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Contributors

Author: Ramin Okhrati ORCID iD

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